+16.4%
AZN vs SE
-48.0%
+64.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +2.7% |
| 7D | +11.5% | +6.7% | +4.8% | +11.3% |
| 30D | +20.8% | -17.2% | +38.0% | +21.4% |
| 3M | +21.5% | -28.0% | +49.5% | +22.6% |
| 6M | +3.0% | -6.1% | +9.1% | +2.2% |
| YTD | +3.9% | -37.1% | +41.0% | +4.6% |
| 1Y | +16.4% | -48.8% | +65.2% | +17.0% |
| All | +16.4% | -48.0% | +64.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling